Search Results - subject:"Stochastic Approximation"

Solving stochastic optimization with expectation constraints efficiently by a stochastic augmented Lagrangian-type algorithm

Zhang, Liwei; Zhang, Yule; Wu, Jia; Xiao, Xiantao - In: INFORMS journal on computing : JOC ; charting new … 34 (2022) 6, pp. 2989-3006

Persistent link: https://www.econbiz.de/10014326332

Actor-critic-like stochastic adaptive search for continuous simulation optimization

Zhang, Qi; Hu, Jiaqiao - In: Operations research 70 (2022) 6, pp. 3519-3537

Persistent link: https://www.econbiz.de/10014307930

Learning in repeated auctions with budgets : regret minimization and equilibrium

Balseiro, Santiago R.; Gur, Yonatan - 2018

In online advertising markets, advertisers often purchase ad placements through bidding in repeated auctions based on realized viewer information. We study how budget-constrained advertisers may compete in such sequential auctions in the presence of uncertainty about future bidding opportunities...

Persistent link: https://www.econbiz.de/10011870173

Feature selection using stochastic approximation with Barzilai and Borwein non-monotone gains

Aksakalli, Vural; Yenice, Zeren D.; Malekipirbazari, Milad - In: Computers & operations research : and their … 132 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10012595743

A stochastic approximation approach for managing appointments in the presence of unpunctual patients, multiple servers and no-shows

Pan, Xingwei; Geng, Na; Xie, Xiaolan - In: International journal of production research 59 (2021) 10, pp. 2996-3016

Persistent link: https://www.econbiz.de/10012516530

A hybrid deep learning method for optimal insurance strategies : algorithms and convergence analysis

Jin, Zhuo; Yang, Hailiang; Yin, George G. - In: Insurance / Mathematics & economics 96 (2021), pp. 262-275

Persistent link: https://www.econbiz.de/10012482892

Mohlin, Erik; Östling, Robert; Wang, Joseph Tao-yi - In: Games and economic behavior 120 (2020), pp. 225-245

Persistent link: https://www.econbiz.de/10012239508

Randomized linear programming solves the Markov decision problem in nearly linear (sometimes sublinear) time

Wang, Mengdi - In: Mathematics of operations research 45 (2020) 2, pp. 517-546

Persistent link: https://www.econbiz.de/10012242520

Mitigating interdiction risk with fortification

Le Thi Khanh Hien; Sim, Melvyn; Xu, Huan - In: Operations research 68 (2020) 2, pp. 348-362

Persistent link: https://www.econbiz.de/10012213334

Data-driven satisficing measure and ranking

Huang, Wenjie - In: Journal of the Operational Research Society 71 (2020) 3, pp. 456-474

Persistent link: https://www.econbiz.de/10012216628

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